/// <summary>
/// Yahoo Downloader Toolbox Project For LEAN Algorithmic Trading Engine.
/// Original by @chrisdk2015, tidied by @jaredbroad
/// </summary>
static void Main(string[] args)
{
if (args.Length != 1)
{
Console.WriteLine("Usage: YahooDownloader SYMBOL");
Console.WriteLine("Usage: Place the data into your LEAN Data directory: /data/equity/usa/daily/SYMBOL.zip");
Console.WriteLine("SYMBOL = eg SPY");
Environment.Exit(1);
}
//Command line inputs: symbol
var symbol = args[0];
var dataDirectory = Config.Get("data-directory", "../../../Data");
try
{
//Get Yahoo Downloader:
var yahooDownloader = new YahooDataDownloader();
var enumerableYahoo = yahooDownloader.Get(new Symbol(symbol), SecurityType.Equity, Resolution.Daily, DateTime.MinValue, DateTime.UtcNow);
//Get LEAN Data Writer:
var writer = new LeanDataWriter(SecurityType.Equity, Resolution.Daily, symbol, dataDirectory, "usa");
writer.Write(enumerableYahoo);
}
catch (Exception err)
{
Log.Error("YahooDownloader(): Error: " + err.Message);
}
}
/// <summary>
/// Yahoo Downloader Toolbox Project For LEAN Algorithmic Trading Engine.
/// Original by @chrisdk2015, tidied by @jaredbroad
/// </summary>
static void Main(string[] args)
{
if (args.Length != 1)
{
Console.WriteLine("Usage: YahooDownloader SYMBOL");
Console.WriteLine("Usage: Place the data into your LEAN Data directory: /data/equity/usa/daily/SYMBOL.zip");
Console.WriteLine("SYMBOL = eg SPY");
Environment.Exit(1);
}
//Command line inputs: symbol
var symbol = args[0];
var dataDirectory = Config.Get("data-directory", "../../../Data");
try
{
//Get Yahoo Downloader:
var yahooDownloader = new YahooDataDownloader();
var enumerableYahoo = yahooDownloader.Get(new Symbol(symbol), SecurityType.Equity, Resolution.Daily, DateTime.MinValue, DateTime.UtcNow);
//Get LEAN Data Writer:
var writer = new LeanDataWriter(SecurityType.Equity, Resolution.Daily, symbol, dataDirectory, "usa");
writer.Write(enumerableYahoo);
}
catch (Exception err)
{
Log.Error("YahooDownloader(): Error: " + err.Message);
}
}
/// <summary>
/// Yahoo Downloader Toolbox Project For LEAN Algorithmic Trading Engine.
/// Original by @chrisdk2015, tidied by @jaredbroad
/// </summary>
static void Main(string[] args)
{
if (args.Length != 4)
{
Console.WriteLine("Usage: YahooDownloader SYMBOLS RESOLUTION FROMDATE TODATE");
Console.WriteLine("SYMBOLS = eg SPY,AAPL");
Console.WriteLine("RESOLUTION = Daily");
Console.WriteLine("FROMDATE = yyyymmdd");
Console.WriteLine("TODATE = yyyymmdd");
Environment.Exit(1);
}
try
{
// Load settings from command line
var symbols = args[0].Split(',');
var resolution = (Resolution)Enum.Parse(typeof(Resolution), args[1]);
var startDate = DateTime.ParseExact(args[2], "yyyyMMdd", CultureInfo.InvariantCulture);
var endDate = DateTime.ParseExact(args[3], "yyyyMMdd", CultureInfo.InvariantCulture);
// Load settings from config.json
var dataDirectory = Config.Get("data-directory", "../../../Data");
// Create an instance of the downloader
const string market = Market.USA;
var downloader = new YahooDataDownloader();
foreach (var symbol in symbols)
{
// Download the data
var sid = SecurityIdentifier.GenerateEquity(symbol, market);
var symbolObject = new Symbol(sid, symbol);
var data = downloader.Get(symbolObject, SecurityType.Equity, resolution, startDate, endDate);
// Save the data
var writer = new LeanDataWriter(SecurityType.Equity, resolution, symbolObject, dataDirectory, market);
writer.Write(data);
}
}
catch (Exception err)
{
Log.Error("YahooDownloader(): Error: " + err.Message);
}
}
/// <summary>
/// Yahoo Downloader Toolbox Project For LEAN Algorithmic Trading Engine.
/// Original by @chrisdk2015, tidied by @jaredbroad
/// </summary>
static void Main(string[] args)
{
if (args.Length != 4)
{
Console.WriteLine("Usage: YahooDownloader SYMBOLS RESOLUTION FROMDATE TODATE");
Console.WriteLine("SYMBOLS = eg SPY,AAPL");
Console.WriteLine("RESOLUTION = Daily");
Console.WriteLine("FROMDATE = yyyymmdd");
Console.WriteLine("TODATE = yyyymmdd");
Environment.Exit(1);
}
try
{
// Load settings from command line
var symbols = args[0].Split(',');
var resolution = (Resolution)Enum.Parse(typeof(Resolution), args[1]);
var startDate = DateTime.ParseExact(args[2], "yyyyMMdd", CultureInfo.InvariantCulture);
var endDate = DateTime.ParseExact(args[3], "yyyyMMdd", CultureInfo.InvariantCulture);
// Load settings from config.json
var dataDirectory = Config.Get("data-directory", "../../../Data");
// Create an instance of the downloader
const string market = Market.USA;
var downloader = new YahooDataDownloader();
foreach (var symbol in symbols)
{
// Download the data
var sid = SecurityIdentifier.GenerateEquity(symbol, market);
var symbolObject = new Symbol(sid, symbol);
var data = downloader.Get(symbolObject, SecurityType.Equity, resolution, startDate, endDate);
// Save the data
var writer = new LeanDataWriter(SecurityType.Equity, resolution, symbolObject, dataDirectory, market);
writer.Write(data);
}
}
catch (Exception err)
{
Log.Error(err);
}
}
/// <summary>
/// Yahoo Downloader Toolbox Project For LEAN Algorithmic Trading Engine.
/// Original by @chrisdk2015, tidied by @jaredbroad
/// </summary>
static void Main(string[] args)
{
//if (args.Length != 4)
//{
// Console.WriteLine("Usage: YahooDownloader SYMBOLS RESOLUTION FROMDATE TODATE");
// Console.WriteLine("SYMBOLS = eg SPY,AAPL");
// Console.WriteLine("RESOLUTION = Daily");
// Console.WriteLine("FROMDATE = yyyymmdd");
// Console.WriteLine("TODATE = yyyymmdd");
// Environment.Exit(1);
//}
try
{
// Load settings from command line
var symbols = "GARAN,AKBNK".Split(',');
var resolution = (Resolution)Enum.Parse(typeof(Resolution), "Daily");
var startDate = DateTime.ParseExact("20150101", "yyyyMMdd", CultureInfo.InvariantCulture);
var endDate = DateTime.ParseExact("20160101", "yyyyMMdd", CultureInfo.InvariantCulture);
// Load settings from config.json
var dataDirectory = Config.Get("data-directory", "../../../Data");
// Create an instance of the downloader
const string market = Market.USA;
var downloader = new YahooDataDownloader();
foreach (var symbol in symbols)
{
// Download the data
var symbolObject = Symbol.Create(symbol, SecurityType.Equity, market);
var data = downloader.Get(symbolObject, resolution, startDate, endDate);
// Save the data
var writer = new LeanDataWriter(resolution, symbolObject, dataDirectory);
writer.Write(data);
}
}
catch (Exception err)
{
Log.Error(err);
}
}
/// <summary>
/// Yahoo Downloader Toolbox Project For LEAN Algorithmic Trading Engine.
/// Original by @chrisdk2015, tidied by @jaredbroad
/// </summary>
public static void YahooDownloader(IList <string> tickers, string resolution, DateTime startDate, DateTime endDate)
{
if (resolution.IsNullOrEmpty() || tickers.IsNullOrEmpty())
{
Console.WriteLine("YahooDownloader ERROR: '--tickers=' or '--resolution=' parameter is missing");
Console.WriteLine("--tickers=eg SPY,AAPL");
Console.WriteLine("--resolution=Daily");
Environment.Exit(1);
}
try
{
// Load settings from command line
var castResolution = (Resolution)Enum.Parse(typeof(Resolution), resolution);
// Load settings from config.json
var dataDirectory = Config.Get("data-directory", "../../../Data");
// Create an instance of the downloader
const string market = Market.USA;
var downloader = new YahooDataDownloader();
foreach (var ticker in tickers)
{
// Download the data
var symbolObject = Symbol.Create(ticker, SecurityType.Equity, market);
var data = downloader.Get(symbolObject, castResolution, startDate, endDate);
// Save the data
var writer = new LeanDataWriter(castResolution, symbolObject, dataDirectory);
writer.Write(data);
}
}
catch (Exception err)
{
Log.Error(err);
}
}
public void Setup()
{
_factorFileGenerator = new FactorFileGenerator(_symbol, _dataPath);
_yahooDataDownloader = new YahooDataDownloader();
}
